+139.3%
HOOD vs DRI
+83.3%
+56.0%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.5% | +1.5% | +2.1% |
| 7D | -0.6% | +3.1% | -3.7% | -2.4% |
| 30D | -23.6% | +16.2% | -39.8% | -30.2% |
| 3M | -10.7% | +8.4% | -19.1% | -15.4% |
| 6M | +8.2% | +19.0% | -10.8% | -4.4% |
| YTD | -26.3% | +28.8% | -55.2% | -39.5% |
| 1Y | -36.1% | +33.1% | -69.2% | -48.9% |
| 3Y | +950.7% | +70.8% | +879.9% | +574.6% |
| 5Y | +127.0% | +74.2% | +52.8% | +32.0% |
| All | +139.3% | +83.3% | +56.0% | +37.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded DRI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling